26
closed trades
46%
win rate
+30.58
total pnl ($)
1.259
weight
7d window — n=5 wr=80% pnl=+17.03
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-05-19 01:21:19 (34.2d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
nr
n: 14
· wr: 57.1%
· total_bps: +375.6
· mean_bps: +26.83
· sharpe: +0.19
· max_dd_bps: -290.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 26 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-21 08:47 | BTC | Sell | 63845.8→63924.2 | -0.96 | timeout |
| 06-19 19:23 | BTC | Sell | 63054.8→62989.1 | +0.09 | timeout |
| 06-18 12:02 | BTC | Sell | 65617.7→63993.2 | +11.98 | timeout |
| 06-17 07:29 | BTC | Sell | 65997.7→65524.3 | +3.16 | timeout |
| 06-16 11:25 | BTC | Sell | 66832.7→66409.3 | +2.77 | timeout |
| 06-14 21:50 | BTC | Sell | 64047.8→65627.1 | -12.77 | stop_loss |
| 06-12 12:37 | BTC | Sell | 63487.8→63485.2 | -0.37 | timeout |
| 06-10 05:08 | BTC | Sell | 62633.9→62023.1 | +4.38 | timeout |
| 06-08 20:39 | BTC | Sell | 63075.8→63296.2 | -2.16 | timeout |
| 06-05 21:03 | BTC | Sell | 60391→61878 | -12.76 | stop_loss |
| 06-04 20:40 | BTC | Sell | 63265.8→63579.2 | -2.92 | timeout |
| 06-02 14:27 | BTC | Sell | 70932.5→67803.4 | +21.63 | take_profit |
| 05-30 01:50 | BTC | Sell | 73365.3→73603.7 | -2.04 | timeout |
| 05-28 06:16 | BTC | Sell | 75562.2→72972.6 | +16.70 | timeout |
| 05-27 09:39 | BTC | Sell | 76404.2→75937.8 | +2.51 | timeout |
| 05-26 11:23 | BTC | Sell | 77585.1→77210.9 | +1.97 | timeout |
| 05-25 05:25 | BTC | Sell | 77274.1→77360.9 | -0.95 | timeout |
| 05-23 05:26 | BTC | Sell | 77245.1→75477.8 | +10.98 | timeout |
| 05-22 08:48 | BTC | Sell | 76874.2→77306.9 | -3.16 | timeout |
| 05-15 13:51 | BTC | Buy | 80720→78738.7 | -12.72 | stop_loss |
| 05-12 16:43 | BTC | Buy | 81724.1→81715.9 | -0.53 | timeout |
| 05-06 13:18 | BTC | Buy | 79950→82098.9 | +12.90 | timeout |
| 05-03 16:16 | BTC | Buy | 78709.9→78581.1 | -1.27 | timeout |
| 05-02 08:16 | BTC | Buy | 78670.9→78211.1 | -3.38 | timeout |
| 04-30 15:16 | BTC | Sell | 75792→76331.8 | -4.06 | timeout |
| 04-26 06:11 | BTC | Buy | 77653→77969 | +1.58 | timeout |
Paper vs Live
Paper (trades.jsonl)
26
closed
46%
win rate
+30.58
total pnl ($)
+23.3 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 26 | 46% | +23.3 | +30.58 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-06 13:18 | BTC | Buy | +12.90 | The market was in a broad downtrend across BTC and ETH, with BTC declining 1% in the hour and nearly 2% in the day. The thesis failed because the trade was closed by timeout before the expected reversal materialized, as the persistent bearish momentum preve… |
| 05-02 08:16 | BTC | Buy | -3.38 | # Trade Analysis: tick-1777644943 Bitcoin consolidated sideways in the hour before close (1h = -0.08%), failing to sustain the intraday rally that had driven a +1.13% 24h gain, while funding remained tepidly positive at 0.0036%. The basis fade thesis coll… |
| 04-30 15:16 | BTC | Sell | -4.06 | The market was essentially flat to slightly positive at close (BTC at $76,390, +0.22% 1h), with funding rates slightly negative (-0.0047%) indicating mild shorts were being squeezed out of positions. The trade's basis fade thesis failed because the elevated… |
| 04-26 06:11 | BTC | Buy | +1.58 | BTC was stuck in a tight consolidation at $77,957 with minimal intraday momentum (-0.16% in 1h) while funding rates remained extremely low at 0.004%, suggesting neither bulls nor bears had conviction. The trade's thesis partially worked—the basis compressio… |